NYMEX Natural Gas Future November 2007
Trading Metrics calculated at close of trading on 25-Oct-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2007 |
25-Oct-2007 |
Change |
Change % |
Previous Week |
Open |
6.760 |
6.993 |
0.233 |
3.4% |
7.087 |
High |
7.058 |
7.208 |
0.150 |
2.1% |
7.616 |
Low |
6.687 |
6.882 |
0.195 |
2.9% |
7.027 |
Close |
6.972 |
7.188 |
0.216 |
3.1% |
7.041 |
Range |
0.371 |
0.326 |
-0.045 |
-12.1% |
0.589 |
ATR |
0.318 |
0.319 |
0.001 |
0.2% |
0.000 |
Volume |
65,692 |
67,614 |
1,922 |
2.9% |
332,711 |
|
Daily Pivots for day following 25-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.071 |
7.955 |
7.367 |
|
R3 |
7.745 |
7.629 |
7.278 |
|
R2 |
7.419 |
7.419 |
7.248 |
|
R1 |
7.303 |
7.303 |
7.218 |
7.361 |
PP |
7.093 |
7.093 |
7.093 |
7.122 |
S1 |
6.977 |
6.977 |
7.158 |
7.035 |
S2 |
6.767 |
6.767 |
7.128 |
|
S3 |
6.441 |
6.651 |
7.098 |
|
S4 |
6.115 |
6.325 |
7.009 |
|
|
Weekly Pivots for week ending 19-Oct-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.995 |
8.607 |
7.365 |
|
R3 |
8.406 |
8.018 |
7.203 |
|
R2 |
7.817 |
7.817 |
7.149 |
|
R1 |
7.429 |
7.429 |
7.095 |
7.329 |
PP |
7.228 |
7.228 |
7.228 |
7.178 |
S1 |
6.840 |
6.840 |
6.987 |
6.740 |
S2 |
6.639 |
6.639 |
6.933 |
|
S3 |
6.050 |
6.251 |
6.879 |
|
S4 |
5.461 |
5.662 |
6.717 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.364 |
6.643 |
0.721 |
10.0% |
0.328 |
4.6% |
76% |
False |
False |
61,630 |
10 |
7.616 |
6.643 |
0.973 |
13.5% |
0.318 |
4.4% |
56% |
False |
False |
65,109 |
20 |
7.616 |
6.643 |
0.973 |
13.5% |
0.308 |
4.3% |
56% |
False |
False |
64,652 |
40 |
7.616 |
6.230 |
1.386 |
19.3% |
0.317 |
4.4% |
69% |
False |
False |
45,859 |
60 |
8.115 |
6.230 |
1.885 |
26.2% |
0.306 |
4.3% |
51% |
False |
False |
35,093 |
80 |
8.115 |
6.230 |
1.885 |
26.2% |
0.290 |
4.0% |
51% |
False |
False |
27,409 |
100 |
9.100 |
6.230 |
2.870 |
39.9% |
0.264 |
3.7% |
33% |
False |
False |
22,591 |
120 |
9.290 |
6.230 |
3.060 |
42.6% |
0.244 |
3.4% |
31% |
False |
False |
19,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.594 |
2.618 |
8.061 |
1.618 |
7.735 |
1.000 |
7.534 |
0.618 |
7.409 |
HIGH |
7.208 |
0.618 |
7.083 |
0.500 |
7.045 |
0.382 |
7.007 |
LOW |
6.882 |
0.618 |
6.681 |
1.000 |
6.556 |
1.618 |
6.355 |
2.618 |
6.029 |
4.250 |
5.497 |
|
|
Fisher Pivots for day following 25-Oct-2007 |
Pivot |
1 day |
3 day |
R1 |
7.140 |
7.101 |
PP |
7.093 |
7.013 |
S1 |
7.045 |
6.926 |
|